Police spokesman Egil Eriksen says the victims have not been identified but are believed to be from another European country.
One victim was found partially buried in snow yesterday by a skier in the Sirdal region, about 65km east of the coastal city of Stavanger.
Rescuers searching the area with dogs and a helicopter found two more victims.
Eriksen says the victims appear to have gotten stuck in bad weather, with strong winds and extreme cold, while trying to reach a cabin for cross-country skiers.
Police did not rule out that there could me more victims.